两种记分函数下多属性拍卖投标均衡策略  

Research on Multi-attribute Scoring Auction's Bidding Equivalence Strategy

作　　者：唐邵玲[1] 刘琳[1] 

机构地区：[1]湖南师范大学统计与金融数学系,湖南长沙410081

出　　处：《经济数学》2011年第2期54-59,共6页Journal of Quantitative Economics

基　　金：湖南省科技计划项目(2010FJ3110)

摘　　要：以拍卖人期望收益最大化为机制设计目标,讨论两种不同偏好的记分函数条件下,最高得分密封投标拍卖和连续完全信息多属性英式拍卖中,卖者的最优投标策略和买者的最优拍卖设计问题.主要结论是:1)无论选择哪种拍卖方式和记分函数,拍卖人均有动机隐瞒自己的真实偏好,除非竞价人是同质的或参与人数足够多.2)竞价人最优属性策略qi?与拍卖方式无关,但最优价格策略p?与拍卖方式有关.For the purpose of maximizing auctioneer＇s expected payoff,and under the condition of two kinds of scoring functions with different preferences,this paper discussed the optimal strategies for the bidder and the optimal auction design in First-score sealed-bid auction,Second-score sealed-bid auction and Sequential Full-Information-Revelation Multi-attribute English auction.The research results show that： 1）no matter choosing what kind of auction protocol,the auctioneer has the motivation to conceal his true preferences under two different scoring functions,unless the bidders are homogeneous or the number of participants is enough.2） The optimal price strategy p﹡ is related with auction protocols.But the bidder＇s optimal attribute strategy qi﹡does not so on.

关 键 词：多属性拍卖 记分拍卖 最优竞价策略 最优拍卖设计 

分 类 号：F724.59[经济管理—产业经济]